+32.3%
NSC vs AEIS
+142.3%
-110.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.0% |
| 7D | +2.5% | +11.5% | -9.0% | +0.6% |
| 30D | +1.7% | -15.8% | +17.5% | +3.8% |
| 3M | -2.6% | -33.3% | +30.8% | +3.2% |
| 6M | +6.4% | -35.2% | +41.6% | +11.4% |
| YTD | +15.5% | +5.0% | +10.5% | +6.1% |
| 1Y | +17.6% | +8.5% | +9.1% | +6.9% |
| 3Y | +75.0% | +152.9% | -77.9% | +19.0% |
| All | +32.3% | +142.3% | -110.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling